+242.0%
COF vs APO
+945.2%
-703.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.1% |
| 7D | -5.1% | -3.5% | -1.6% | -3.2% |
| 30D | -6.0% | -6.6% | +0.5% | -2.5% |
| 3M | +14.8% | -3.3% | +18.1% | +16.1% |
| 6M | +15.3% | +22.6% | -7.3% | +1.4% |
| YTD | -13.0% | -9.8% | -3.3% | -9.4% |
| 1Y | -5.7% | -3.9% | -1.8% | -5.7% |
| 3Y | +118.1% | +52.5% | +65.7% | +64.9% |
| 5Y | +46.2% | +134.0% | -87.8% | -16.5% |
| All | +242.0% | +945.2% | -703.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling